This page lists the latest CFAP publications. Click here for details of earlier work.
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Author |
Paper |
Date |
| Mardi Dungey, Ólan T. Henry & Lyudmyla Hvozdyk | WP42: The Impact of Jumps and Thin Trading on Realised Hedge Ratios | 2012 |
| Gosse, J-B & Guillaumin C | WP41: Can External Shocks Explain the Asian Side of Global Imbalances? Lessons from a Structural VAR Model with Block Exogeneity | 2012 |
| Miceli, V | WP40: Do SWFs Herd in Equity Markets? | 2011 |
| Dungey, M & Hvozdyk, L | WP39: Cojumping: evidence from the US treasury bond and futures markets | 2011 |
| Alexander, K | Solutions to regulatory differences between the US Dodd Frank Act and the European Comission's proposal, in particular in ensuring equal conditions for market access for EU and third country Central Counterparties (CCPS): note | 2011 |
| Alexander, K | Reforming European financial supervision: adapting EU institutions to market structures | 2011 |
| Alexander, K | International regulatory reform and financial taxes | 2010 |
| Alexander, K & Lorez, K | Universal banks: the risks and alternatives | 2010 |
| Dungey, M & Vehbi, M T | WP38: The term premium and the UK Economy 1980-2007 | 2010 |
|
Alan, S |
WP34: Do disaster expectations explain household portfolios? |
2010 |
|
Alan, S & Loranth, G |
WP37: An empirical analysis of subprime consumer credit demand. |
2010 |
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Dungey, M & Yalama, A |
WP35: Detecting contagion with correlation: volatility and timing matter |
2010 |
|
Dungey, M, Henry, O & McKenzie, M |
2010 |
|
|
Alan, S, Atalay, K, Crossley, TF & Jeon. SH |
2009 |
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|
Alexander, K |
Economic sanctions: law and public policy |
2009 |
|
Perez C |
2009 |
Can External Shocks Explain the Asian Side of Global Imbalances?
Lessons from a Structural VAR Model with Block Exogeneity